-18.4%
TSCO vs W
+34.3%
-52.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | -3.1% | +0.5% | -3.6% | -3.2% |
| 30D | -4.4% | -5.6% | +1.2% | -3.8% |
| 3M | +9.7% | +41.9% | -32.2% | +4.9% |
| 6M | -32.4% | +30.2% | -62.6% | -35.1% |
| YTD | -31.7% | -2.9% | -28.7% | -32.6% |
| 1Y | -41.3% | +11.6% | -52.8% | -43.4% |
| All | -18.4% | +34.3% | -52.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded W wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling